+448.7%
AXP vs GIS
-14.2%
+462.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.8% |
| 7D | +0.6% | +3.6% | -3.0% | 0.0% |
| 30D | +5.8% | +13.9% | -8.1% | +3.6% |
| 3M | -6.0% | +0.3% | -6.3% | -6.3% |
| 6M | +0.3% | +5.0% | -4.7% | -0.9% |
| YTD | -12.3% | -18.4% | +6.1% | -10.1% |
| 1Y | -11.2% | -17.4% | +6.2% | -9.3% |
| 3Y | +117.0% | -36.9% | +154.0% | +130.1% |
| 5Y | +93.2% | -30.4% | +123.5% | +98.4% |
| All | +448.7% | -14.2% | +462.8% | +413.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling